+1,120.3%
XEL vs SNY
+241.9%
+878.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -0.3% | -3.3% | +3.0% | +0.6% |
| 30D | -3.9% | -2.2% | -1.8% | -3.5% |
| 3M | -2.8% | -3.0% | +0.2% | -2.2% |
| 6M | -5.4% | +2.7% | -8.1% | -6.4% |
| YTD | +3.8% | -6.8% | +10.6% | +5.2% |
| 1Y | +6.8% | -5.3% | +12.1% | +7.5% |
| 3Y | +45.6% | -9.8% | +55.4% | +45.6% |
| 5Y | +30.7% | +9.7% | +21.0% | +22.4% |
| 10Y | +151.7% | +64.5% | +87.2% | +108.6% |
| All | +1,120.3% | +241.9% | +878.4% | +652.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SNY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling